+49.6%
PFE vs C
+229.8%
-180.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.1% |
| 7D | -4.7% | -0.9% | -3.8% | -4.5% |
| 30D | +3.4% | -5.4% | +8.8% | +4.5% |
| 3M | +9.2% | -9.2% | +18.4% | +11.2% |
| 6M | +15.8% | -1.8% | +17.6% | +15.7% |
| YTD | +23.4% | +6.7% | +16.8% | +20.6% |
| 1Y | +25.8% | +23.5% | +2.3% | +19.0% |
| 3Y | +17.8% | +219.8% | -201.9% | -11.7% |
| 5Y | -20.2% | +112.4% | -132.6% | -35.3% |
| 10Y | +49.6% | +220.1% | -170.5% | +6.2% |
| All | +49.6% | +229.8% | -180.2% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded C wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling